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We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function and the empirical characteristic function based on…
Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…
In this work, the distributional properties of the goodness-of-fit term in likelihood-based information criteria are explored. These properties are then leveraged to construct a novel goodness-of-fit test for normal linear regression models…
Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with…
In this work, a goodness-of-fit test for the null hypothesis of a functional linear model with scalar response is proposed. The test is based on a generalization to the functional framework of a previous one, designed for the…
A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…
A formal likelihood ratio hypothesis test for the validity of a parametric regression function is proposed, using a large-dimensional, nonparametric double cone alternative. For example, the test against a constant function uses the…
A sizable amount of goodness-of-fit tests involving functional data have appeared in the last decade. We provide a relatively compact revision of most of these contributions, within the independent and identically distributed framework, by…
Assessing model adequacy is a crucial step in regression analysis, ensuring the validity of statistical inferences. For Generalized Functional Linear Models (GFLMs), which are widely used for modeling relationships between scalar responses…
We propose a family of tests to assess the goodness-of-fit of a high-dimensional generalized linear model. Our framework is flexible and may be used to construct an omnibus test or directed against testing specific non-linearities and…
Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…
A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. The test statistic is derived from the $L^1$ distance of a function of the probability generating function of the model under the null…
Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…
We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…
We consider marked empirical processes indexed by a randomly projected functional covariate to construct goodness-of-fit tests for the functional linear model with scalar response. The test statistics are built from continuous functionals…
We propose an empirical likelihood test that is able to test the goodness of fit of a class of parametric and semi-parametric multiresponse regression models. The class includes as special cases fully parametric models; semi-parametric…
In this work we propose a framework for constructing goodness of fit tests in both low and high-dimensional linear models. We advocate applying regression methods to the scaled residuals following either an ordinary least squares or Lasso…
We introduce tests for the goodness of fit of point patterns via methods from topological data analysis. More precisely, the persistent Betti numbers give rise to a bivariate functional summary statistic for observed point patterns that is…
This paper discusses two goodness-of-fit testing problems. The first problem pertains to fitting an error distribution to an assumed nonlinear parametric regression model, while the second pertains to fitting a parametric regression model…
Measuring the accuracy of cross-sectional predictions is a subjective problem. Generally, this problem is avoided. In contrast, this paper confronts subjectivity up front by eliciting an impartial decision-maker's preferences. These…